CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 0.8731 0.8760 0.0029 0.3% 0.8908
High 0.8770 0.8785 0.0015 0.2% 0.8926
Low 0.8731 0.8749 0.0018 0.2% 0.8747
Close 0.8770 0.8759 -0.0011 -0.1% 0.8762
Range 0.0039 0.0036 -0.0003 -7.8% 0.0179
ATR
Volume 1 60 59 5,900.0% 82
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8871 0.8850 0.8778
R3 0.8835 0.8815 0.8768
R2 0.8800 0.8800 0.8765
R1 0.8779 0.8779 0.8762 0.8772
PP 0.8764 0.8764 0.8764 0.8760
S1 0.8744 0.8744 0.8755 0.8736
S2 0.8729 0.8729 0.8752
S3 0.8693 0.8708 0.8749
S4 0.8658 0.8673 0.8739
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9348 0.9234 0.8860
R3 0.9169 0.9055 0.8811
R2 0.8990 0.8990 0.8794
R1 0.8876 0.8876 0.8778 0.8844
PP 0.8811 0.8811 0.8811 0.8795
S1 0.8697 0.8697 0.8745 0.8665
S2 0.8632 0.8632 0.8729
S3 0.8453 0.8518 0.8712
S4 0.8274 0.8339 0.8663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8913 0.8731 0.0182 2.1% 0.0058 0.7% 15% False False 21
10 0.9005 0.8731 0.0274 3.1% 0.0074 0.8% 10% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8935
2.618 0.8877
1.618 0.8842
1.000 0.8820
0.618 0.8806
HIGH 0.8785
0.618 0.8771
0.500 0.8767
0.382 0.8763
LOW 0.8749
0.618 0.8727
1.000 0.8714
1.618 0.8692
2.618 0.8656
4.250 0.8598
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 0.8767 0.8781
PP 0.8764 0.8773
S1 0.8761 0.8766

These figures are updated between 7pm and 10pm EST after a trading day.

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